Senior Machine Learning Researcher

Job Description

At Longshot Systems we’re building advanced platforms for sports betting analytics and trading.

We are a small start-up company working in a rewarding and challenging industry. Having developed a lot of our core platform infrastructure we are looking to begin expanding our trading strategy research activity. Our core systems handle thousands of events per second, 24/7. We have similar problems and constraints to high frequency trading firms, but in the sports betting world.

You'd be working closely with the CEO, CTO and Machine Learning research team to design, test and implement new high frequency sports betting strategies based on machine learning models. Due to us being a small startup the role suits someone who wants to be involved in all aspects of the R&D process, from high-level design through to production implementation. Our ML stack is Python based and communicates with our core infrastructure, written in Golang, by RPC.

The ideal candidate will be highly creative and enjoy generating new, innovate ways to tackle problems and suggesting improvements to existing methodologies; you'll have a high level of autonomy to research whichever methods you felt would be best suited to the problem at hand. A strong mathematical understanding of the fundamentals of Machine Learning and core Statistics is very important for this role and ideally you'll have experience in doing research on cutting-edge models either in industry or academia.

If you're the kind of person who enjoys knocking up a prototype model based on something you read the other day in a research paper you'll enjoy our working environment. We have weekly research afternoons where each member of the team reads up about a new topic, technique or academic paper that interests them and discusses or presents it to the rest of the team afterwards to ensure we're always learning and staying on top of recent research and technologies.

We've got a pretty relaxed atmosphere here with team lunches / after work drinks a regular occurrence (our local pub does excellent Thai food, we go frequently). Our customary office hours are week days, 10 til 6. We don't much like peak rush hour. If that doesn't suit, let us know and we can talk, we're flexible. Our office is based in Marylebone, London.

REQUIREMENTS

Essential Skills

Very strong mathematical intuition and creativity.

Experience across a broad range of Machine Learning and Statistics. The intuition and experience to select the right approach to novel problems and understand the trade-offs involved in that approach as well as understanding the mathematical background to the solution chosen.

A practical, pragmatic approach to research and development; experience in taking ideas from concept stage through to production environments.

Experience using a range of ML software frameworks in Python

Knowledge and experience of many different ML tools/techniques, with expertise in a few of the following: Convex and non-convex optimisation, Neural Networks, Linear & Quadratic programming, Gaussian Processes, Bayesian techniques, Time Series modelling, Probabilistic Programming, SVMs, GLMs, Anomaly/outlier detection, Ensemble methods etc.

Passionate about learning new skills and techniques. Comfortable finding and reading academic papers to generate new research ideas.

Longshot Systems is a small startup producing high throughput, low latency trading software and tools for use in sports betting markets. Our core stack is built around the RabbitMQ messaging system with the majority of the components written in Golang and Python.